+203.6%
TGT vs PBF
+374.8%
-171.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -5.2% | +5.3% | -10.6% | -5.6% |
| 30D | +1.2% | +11.7% | -10.5% | +0.3% |
| 3M | +18.4% | +91.1% | -72.7% | +12.2% |
| 6M | +33.4% | +88.4% | -55.0% | +25.9% |
| YTD | +63.8% | +194.1% | -130.2% | +48.4% |
| 1Y | +77.2% | +180.4% | -103.2% | +60.3% |
| 3Y | +41.8% | +59.3% | -17.5% | +31.2% |
| 5Y | -25.5% | +816.3% | -841.8% | -40.9% |
| All | +203.6% | +374.8% | -171.2% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling